CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 0.9370 0.9415 0.0045 0.5% 0.9447
High 0.9463 0.9415 -0.0048 -0.5% 0.9505
Low 0.9370 0.9370 0.0000 0.0% 0.9346
Close 0.9420 0.9385 -0.0035 -0.4% 0.9382
Range 0.0093 0.0045 -0.0048 -51.6% 0.0159
ATR 0.0084 0.0082 -0.0002 -2.9% 0.0000
Volume 133 66 -67 -50.4% 617
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9525 0.9500 0.9410
R3 0.9480 0.9455 0.9397
R2 0.9435 0.9435 0.9393
R1 0.9410 0.9410 0.9389 0.9400
PP 0.9390 0.9390 0.9390 0.9385
S1 0.9365 0.9365 0.9381 0.9355
S2 0.9345 0.9345 0.9377
S3 0.9300 0.9320 0.9373
S4 0.9255 0.9275 0.9360
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9888 0.9794 0.9469
R3 0.9729 0.9635 0.9426
R2 0.9570 0.9570 0.9411
R1 0.9476 0.9476 0.9397 0.9444
PP 0.9411 0.9411 0.9411 0.9395
S1 0.9317 0.9317 0.9367 0.9285
S2 0.9252 0.9252 0.9353
S3 0.9093 0.9158 0.9338
S4 0.8934 0.8999 0.9295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9505 0.9346 0.0159 1.7% 0.0070 0.7% 25% False False 110
10 0.9526 0.9346 0.0180 1.9% 0.0075 0.8% 22% False False 127
20 0.9597 0.9346 0.0251 2.7% 0.0086 0.9% 16% False False 317
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9606
2.618 0.9533
1.618 0.9488
1.000 0.9460
0.618 0.9443
HIGH 0.9415
0.618 0.9398
0.500 0.9393
0.382 0.9387
LOW 0.9370
0.618 0.9342
1.000 0.9325
1.618 0.9297
2.618 0.9252
4.250 0.9179
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 0.9393 0.9410
PP 0.9390 0.9401
S1 0.9388 0.9393

These figures are updated between 7pm and 10pm EST after a trading day.

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